17-09-2020 16:44
Please be advised of the following update to market notice 060/2020 (published on 14th of July 2020) and market notice 070/2020 (published on 21st of August).
Equiduct will be reintroducing the ability to report off book, on exchange trades. We are therefore updating the ITCH Market Data specification for our HybridBook feed to incorporate the trade type “N” denoting an off-book, on exchange trade report. See sections 5.8/5.9 of the latest specification for details, along with the MMT mappings in Appendix A.
The updated ITCH specification also includes a change to distinguish the pre-open and post-close trading phases in the HybridBook feed – see section 5.10.1 for details.
This release will be available in our UAT environment for client testing from start of day on Friday 18th September.
The technical release to the Equiduct Production Environment will take place on Thursday 1st October following the normal shutdown of the environment at 18:10 CET. Subsequent to successful deployment of the release in production, the new functionality will be enabled via a configuration change to be in place from start of day on Monday 5th October.
Please contact Market Control if you have any questions.